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Multidimensional extremal dependence coefficients - MaRDI portal

Multidimensional extremal dependence coefficients (Q680461)

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Multidimensional extremal dependence coefficients
scientific article

    Statements

    title
    Multidimensional extremal dependence coefficients (English)
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    author
    Marta Ferreira
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    Helena Ferreira
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    publication date
    23 January 2018
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    zbMATH Keywords
    multivariate extreme value models
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    tail dependence
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    extremal coefficients
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    random fields
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    Identifiers

    zbMATH DE Number
    6828733
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    OpenAlex ID
    W2579761994
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    arXiv ID
    1701.01340
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